Principal component analysis

[Brian Gough]

Jon Saenz writes:
 > I am enclosing a subprogram to perform principal component analysis based
 > on the SVD of a data set which could be added to GSL. In case you think it
 > is worth the effort, I could also write the documentation of the routines
 > and other changes you feel must be included.

Thanks, if you would like to document it I can add it to the contrib/
directory of user-supplied routines initially.

-- 
Brian

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